Pre-Market IV Report December 1, 2020

Pre-Market IV Report December 1, 2020

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: GME APHA QS KODK GILD QS CRSR NNDM FSR SNDL

Stocks expected to have increasing option volume: CRM WORK DOCU SNOW CRWD

Tesla (TSLA) December weekly call option implied volatility is at 115, December is at 100; compared to its 52-week range of 34 to 153. Call put ratio 1.8. calls to 1 put.

NIO Inc. (NIO) December weekly call option implied volatility is at 128, December is at 122; compared to its 52-week range of 81 to 215. Call put ratio 1.7 calls to 1 put.

Nikola (NKLA) December weekly call option implied volatility is at 272, December is at 192; compared to its 52-week range of 67 to 304 into an initial lockup expiration of shares that are free to trade on December 1. Call put ratio 1 call to 2 puts.

Fisker (FSR) December weekly call option implied volatility is at 139, December is at 137; compared to its 52-week range of 117 to 205.

Lordstown Motors (RIDE) December weekly call option implied volatility is at 135, December is at 120; compared to its 52-week range of 115 to 176. Call put ratio 4.8 calls to 1 put.

Kandi Technologies Group (KNDI) December weekly call option implied volatility is at 230, December is at 178; compared to its 52-week range of 47 to 355.

Electrameccanica Vehicles (SOLO) December call option implied volatility is at 207, January is at 208; compared to its 52-week range of 86 to 400. Call put ratio 3.6 calls to 1 put amid wide price movement.

Workhorse Group (WKHS) December weekly calls option implied volatility is at 145, December is at 143; compared to its 52-week range of 103 to 287. Call put ratio 4.8 calls to 1 put.

Li Auto Inc. (LI) November weekly call option implied volatility is at 133, December is at 126; compared to its 52-week range of 75 to 178. Call put ratio 1.8 calls to 1 put.

Niu Technologies (NIU) 30-day option implied volatility is at 100; compared to its 52-week range of 72 to 155. Call put ratio 3.5 calls to 1 put with focus on December calls.

Blink Charging (BLNK) December weekly calls option implied volatility is at 178, January is at 165; compared to its 52-week range of 61 to 266. Call put ratio 1 call to 1 put.

Straddle prices for stocks expected to report quarterly results this week

At Home (HOME) December 19 straddle priced for a move of 10% into the expected release of quarter results today after the bell

Box (BOX) December 19 straddle priced for a move of 12% into the expected release of quarter results after today the bell

Hewlett Packard Enterprise (HPE) December weekly 11 straddle priced for a move of 8% into the expected release of quarter results today after the bell

NetApp (NTAP) December weekly 53 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Salesforce (CRM) December 247.50 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Trip.com (TCOM) December 33 straddle priced for a move of 10% into the expected release of quarter results today

CrowdStrike (CRWD) December weekly 150 straddle priced for a move of 9% into the expected release of quarter results after the bell on December 2.

Five Below (FIVE) December weekly 157 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 2.

PVH (PVH) December 80 straddle priced for a move of 13% into the expected release of quarter results after the bell on December 2.

Snowflake (SNOW) December weekly 325 straddle priced for a move of 15% into the expected release of quarter results after the bell on December 2.

Splunk (SPLK) December weekly 205 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 2.

Zscaler (ZS) December weekly 155 straddle priced for a move of 13% into the expected release of quarter results after the bell on December 2.

Cloudera (CLDR) December weekly 11.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on December 3.

DocuSign (DOCU) December weekly 225 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 3.

Dollar General (DG) December weekly 217.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on December 3.

Domo (DOMO) December 38 straddle priced for a move of 13% into the expected release of quarter results after the bell on December 3.

Duluth Holdings (DLTH) December 15 straddle priced for a move of 27% into the expected release of quarter results before the bell on December 3.

Options with decreasing option implied volatility: JPM SPG SABR SNAP TWTR
Increasing option volume: SNDL QS OGI CX GMHI IWN HEXO GPN KNDI
Increasing unusual call option volume: SNDL OGI QS CX IGC GMHI HEXO ACB
Increasing unusual put option volume: QS KNDI GPN XPEV YY SOLO PLTR
Increasing option volume: GME PLTR NIO ACB TLRY MRNA NKLA
Active options: TSLA AMD PLTR NIO PFE SNDL ACB NKLA WORK AAL GME BABA TLRY CCL GE AMZN MRNA T MSFT
Global S&P Futures recently up 0.3%, Nikkei up 1.2%, DAX up 0.9%, WTI Crude oil recently at $45.65, natural gas up mixed, gold at $1794 an ounce